Shen can be interrupted while channeling his ultimate, preventing him to teleport to his ally. Try laning against him with a champion with a disable.

523

If playing against a Shen after level 6, always be cautious of fighting because the Shen will make a 1v1 become a 1v2, or 2v2 become a 2v3.

450

Try to juke Shen's taunt. This will give him a harder time to stick onto his targets.

430

Do NOT attempt to hit his turret or him when he's under his turret(Even when he's low), he is most likely baiting you into a taunt, shield, flash(and possibly ignite), Vorpal combo. (Does not apply so much to Tryndamere, his ult is OP)